-49.9%
VXX vs ACM
-45.8%
-4.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.5% |
| 7D | -3.5% | -3.7% | +0.3% | -4.6% |
| 30D | -13.6% | -11.1% | -2.5% | -17.1% |
| 3M | -24.6% | -8.0% | -16.6% | -26.4% |
| 6M | -39.9% | -29.7% | -10.2% | -48.4% |
| YTD | -33.1% | -29.4% | -3.7% | -42.0% |
| 1Y | -49.9% | -46.4% | -3.5% | -61.7% |
| All | -49.9% | -45.8% | -4.1% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling